Probability and Statistics in Complex Systems: Genomics, Networks, and Financial Engineering, September 1, 2003 - June 30, 2004

Reprints/Preprints for the 2003 Summer Program: Probability and Partial Differential Equations in Modern Applied Mathematics

Rabi N. Bhattacharya (University of Arizona), Larry Chen, Scott Dobson, Ronald B. Guenther, Chris Orum, Mina Ossiander , Enrique Thomann and Edward C. Waymire (Oregon State University)
NavierStokesTAMS.pdf     NavierStokesTAMS.ps

Rabi N. Bhattacharya (University of Arizona), Enrique Thomann and Edward C. Waymire (Oregon State University)    IntGeometricBrownSPL.pdf

Rabi N. Bhattacharya (University of Arizona) Edward C. Waymire (Oregon State University)    MarkovLocalSplitJBMS.pdf

Dirk Blömker (University of Warwick)   cubicsub.pdf    cubicsub.ps    quadratic03.pdf    quadratic03.ps

Ellen Burnes (Fresno State University), Enrique Thomann, Edward Waymire (Oregon State University)
TimberLeaseFS.pdf     TimberfigFS.pdf

Marco Cannone (Université de Marne-la-Vallée)    gravit.pdf     handbook.pdf    modif-NS.pdf    Navier.pdf    sing_reg-NS.pdf

Panagiotis Chatzipantelidis (Texas A&M University)    spde.pdf    spde.ps

Muhammad Aslam Chaudhry (King Fahd University of Petroleum & Minerals)    Book cover of "On a Class of Incomplete Gamma Functions with Applications   book.jpg  Abstract:   Macabs1.pdf    Macabs1.ps

1. Z.-Q. Chen and P. Kim: Green function estimate for censored stable processes. Probab. Theory Relat. Fields, 124 (2002), 595-610.
2. Z.-Q. Chen and R. Song: General gauge and conditional gauge theorems. Ann. Probab. 30 (2002), 1313-1339.
3. Z.-Q. Chen and R. Song: Conditional gauge theorem for non-local Feynman-Kac transforms. Probab. Theory Relat. Fields, 125 (2003), 45-72.
4. Z.-Q. Chen: Gaugeability and conditional gaugeability. Trans. Ameri. Math. Soc. 354 (2002), 4639-4679.
5. Z.-Q. Chen: Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms. J. Funct. Anal. 202 (2003), 226-246.
6. Z.-Q. Chen and R. Song: Drift transforms and Green function estimates for discontinuous processes. J. Funct. Anal. 201 (2003), 262-281.

Part II: Preprints: (psf files available at http://www.math.washington.edu/~zchen/paper.html)

1. K. Bogdan, K. Burdzy and Z.-Q. Chen: Censored stable processes. To appear in Probab. Theory Relat. Fields.
2. Z.-Q. Chen and T. Kumagai: Heat kernel estimates for stable-like processes on d-sets. To appear in Stoch. Proc. Appl.
3. Z.-Q. Chen and P. Kim: Stability of Martin Boundary under Non-local Feynman-Kac Perturbations. Preprint 2003.

Larry Chen, Scott Dobson, Ronald B. Guenther, Chris Orum, Mina Ossiander , Enrique Thomann and Edward C. Waymire (Oregon State University)
ComplexMeasureIMS_LNMS.pdf
ComplexMeasureIMS_LNMS.ps

Jinqiao Duan (Illinois Institute of Technology), Kening Lu (Michigan State University), and Björn Schmalfuss (University of Applied Sciences Merseburg)
DLS1.pdf    DLS2.pdf
NSENS.pdf    NSENS.ps

Martin Greiner (Siemens AG, CT IC 4)
greiner_EPL61_2003_756.pdf
greiner_PLA266_2000_276.pdf
greiner_PhysicaA247_1997_41.pdf
greiner_PhysicaA325_2003_577.pdf
greiner_PhysicaD136_2000_125.pdf
greiner_PLA273_2000_104.pdf
greiner_PLA281_2001_249.pdf
greiner_PRE51_1995_1948.pdf
greiner_PRE58_1998_554.pdf
greiner_PRE59_1999_2451.pdf
greiner_PRL80_1998_5333.pdf

Rolf Moritz Kassmann (University of Connecticut )
kassmann.pdf     kassmann.ps

Vassili Kolokoltsov (Nottingham Trent University)
fel.pdf    fel.ps
p2.pdf    p2.ps
p4nn.pdf    p4nn.ps
serbia.pdf    serbia.ps
singular.pdf    singular.ps
super.pdf    super.ps

Charles Newman (Courant Institute)    0203184.pdf     0304119.pdf

Keith Nordstrom (University of Colorado at Boulder)    npg03001.pdf

Mina Ossiander and Edward C. Waymire (Oregon State University)
CascadeEstimationANNSTAT.pdf
CascadeEstimationANNSTAT.ps
CascadeEstimationfig1.pdf
CascadeEstimationfig1.eps
CascadeEstimationfig2.pdf
CascadeEstimationfig2.eps
EstimationSANKHYA.pdf
Estimationfig1.eps
Estimationfig1.pdf
Estimationfig2.eps
Estimationfig2.pdf

Marco Romito (Universita di Firenze)

• B. Busnello, F. Flandoli, M. Romito, A probabilistic representation for the vorticity of a 3D viscous fluid and for general systems of parabolic equations, arXiv:math.PR/0306075   BusFlaRom.pdf
• F. Flandoli, M. Romito, Partial regularity for the stochastic Navier-Stokes equations, Trans. Amer. Math. Soc. 354, No. 6 (2002)   FlaRom.pdf
• M. Romito, Ergodicity of the finite dimensional approximation of the 3D Navier-Stokes equations forced by a degenerate noise, to appear on J. Stat. Physics   Romito.pdf

Boris L. Rozovskii (University of Southern California)
NSEQANNALSa.pdf     NSEQANNALSa.ps
NSESIAM7IMA.pdf     NSESIAM7IMA.ps

Michael Tehranchi (University of Texas at Austin)    HJMhedge.pdf

Enrique Thomann and Edward C. Waymire (Oregon State University)    ConversionCostsJSPI.pdf

Zhihui Yang (University of Maryland, College Park)    zyang-abstract.pdf    zyang-abstract.ps

IMA 2003 Summer Program: Probability and Partial Differential Equations in Modern Applied Mathematics July 21-August 1, 2003

Probability and Statistics in Complex Systems: Genomics, Networks, and Financial Engineering, September 2003 - June 2004